Accenture plc

10-Year Study

ACN.US · Technology · US · Common Stock

Executive Summary: Accenture plc has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 49.7% and an annualized volatility of 43.2%.

1Y CAGR
-40.3%
3Y CAGR
-13.0%
5Y CAGR
-5.9%
10Y CAGR
+6.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
49.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +60.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -34.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.2-20.8-5.0-2.2————————-27.3%
20259.9-9.5-10.5-3.75.9-5.7-10.2-2.7-5.12.1-0.07.3-22.1%
20244.13.0-7.5-12.8-6.27.59.43.43.4-2.15.1-2.91.9%
20235.0-4.87.6-1.59.10.92.92.3-5.1-2.912.15.333.6%
2022-14.5-10.66.7-10.7-0.6-7.010.7-5.8-10.810.86.0-11.3-34.8%
2021-7.13.710.15.3-2.74.58.15.9-4.912.5-0.416.060.7%
2020-2.2-12.0-9.613.98.96.55.16.7-5.8-3.614.84.926.0%
20198.95.19.14.6-2.53.84.22.9-2.9-3.28.54.751.2%
20185.00.2-4.7-0.63.05.0-2.66.10.7-6.54.4-14.3-6.2%
2017-2.87.6-2.12.22.6-0.64.21.53.36.44.03.433.3%
2016———-1.25.4-4.8-0.41.96.2-3.92.7-1.93.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 43.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.5% of variance. Idiosyncratic stock-specific factors contribute 12.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019880.103118099816
2016-05-0110409.461876819287
2016-06-019912.479077896498
2016-07-019870.475611172018
2016-08-0110062.101015871516
2016-09-0110689.450738913725
2016-10-0110276.39267487488
2016-11-0110558.405676632901
2016-12-0110355.077251238887
2017-01-0110066.868532642593
2017-02-0110829.815063503529
2017-03-0110598.18978210188
2017-04-0110834.98329827907
2017-05-0111118.136805126724
2017-06-0111047.569337058298
2017-07-0111506.699696790043
2017-08-0111679.984546669777
2017-09-0112064.971800754789
2017-10-0112839.302832870795
2017-11-0113348.872287062048
2017-12-0113807.036813654824
2018-01-0114493.374281918474
2018-02-0114521.332068845408
2018-03-0113844.00561827192
2018-04-0113756.905963814137
2018-05-0114169.984577494237
2018-06-0114884.207908940427
2018-07-0114496.610850416078
2018-08-0115382.803854701708
2018-09-0115485.623984719288
2018-10-0114472.105403219924
2018-11-0115105.64056827978
2018-12-0112947.034327148234
2019-01-0114098.410177004334
2019-02-0114817.339376297838
2019-03-0116161.532510046205
2019-04-0116911.02930070598
2019-05-0116485.168810165495
2019-06-0117105.439181795482
2019-07-0117828.468034519286
2019-08-0118345.96965023483
2019-09-0117807.168331358855
2019-10-0117239.361193851957
2019-11-0118702.783346159737
2019-12-0119577.67404775531
2020-01-0119153.09790979324
2020-02-0116855.20620023776
2020-03-0115237.733662264593
2020-04-0117362.53574353226
2020-05-0118902.936851979906
2020-06-0120131.127260845846
2020-07-0121151.519697344884
2020-08-0122577.109960102876
2020-09-0121265.374984716203
2020-10-0120490.889830290787
2020-11-0123530.839360371865
2020-12-0124675.78317251527
2021-01-0122931.601546566002
2021-02-0123782.819061436236
2021-03-0126185.750262264795
2021-04-0127571.330373500004
2021-05-0126828.727987481157
2021-06-0128029.638747581568
2021-07-0130291.363088528884
2021-08-0132091.6041358208
2021-09-0130504.94578490896
2021-10-0134312.84568349648
2021-11-0134179.91005422023
2021-12-0139645.44676461311
2022-01-0133902.25357640819
2022-02-0130300.898122071038
2022-03-0132334.57281919501
2022-04-0128885.120313012136
2022-05-0128702.40317779652
2022-06-0126701.135264931112
2022-07-0129557.278528810086
2022-08-0127839.390168846126
2022-09-0124832.12484318055
2022-10-0127521.14814955618
2022-11-0129172.03440420939
2022-12-0125867.354120665437
2023-01-0127161.642450626918
2023-02-0125847.605915419732
2023-03-0127819.631688779795
2023-04-0127389.476323217088
2023-05-0129893.994675587954
2023-06-0130153.927087817865
2023-07-0131025.385999323913
2023-08-0131753.08989543315
2023-09-0130119.198194097527
2023-10-0129257.346239878018
2023-11-0132807.54336231176
2023-12-0134557.53026191545
2024-01-0135965.663604427624
2024-02-0137043.01964648452
2024-03-0134258.707653611134
2024-04-0129856.912847943957
2024-05-0128009.397350945746
2024-06-0130104.967567528693
2024-07-0132948.66802362798
2024-08-0134077.77833718468
2024-09-0135226.83207757901
2024-10-0134503.66965218705
2024-11-0136259.78034488463
2024-12-0135201.11420154882
2025-01-0138682.891293425244
2025-02-0135020.10268655735
2025-03-0131356.307147267977
2025-04-0130210.078982546165
2025-05-0131994.507080892632
2025-06-0130183.82681584336
2025-07-0127108.367505674272
2025-08-0126384.732438533458
2025-09-0125027.79852720721
2025-10-0125548.238741622168
2025-11-0125538.025569918613
2025-12-0127407.40588521176
2026-01-0127088.53710186354
2026-02-0121445.605613340005
2026-03-0120373.941821910645
2026-04-0119933.15201699866
Annual Return Matrix
YearAnnual Return
20170.3333591318213436
2018-0.062287259613595714
20190.5121357951993295
20200.2604042294464741
20210.606654041634292
2022-0.34753278795803044
20230.3359514893062616
20240.018623551357853874
2025-0.22140515983991627
2026-0.27270927790528277
Total Factor Risk
0.4318754443686648
VTI.US Exposure
-0.07365621992380711
VEA.US Exposure
-0.04659010449105425
VWO.US Exposure
0.004257203022966741
QQQ.US Exposure
0.057500513552284645
VTV.US Exposure
-0.012859163271191949
IJR.US Exposure
0.017322453178631795
QUAL.US Exposure
0.2139439195476377
SHV.US Exposure
0.5747807913701818
TLT.US Exposure
-0.012351537986536383
LQD.US Exposure
0.021170449628306862
HYG.US Exposure
0.1108121368142451
GLD.US Exposure
0.0006475296238786257
USO.US Exposure
0.004153113792040109
VNQ.US Exposure
0.015928220506674657
BTC-USD.CC Exposure
-0.0022450305490391313
CPER.US Exposure
0.00812084261015621
VIX.INDX Exposure
-0.005572529124967338
UUP.US Exposure
0.00005216026367128859
TIP.US Exposure
-0.0011390706003836432
Idiosyncratic Exposure
0.1257243220363043
Value Score
43.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →16.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.23%
Market Cap$123.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$2,317
Avg Yield on Cost
3.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$337.013.37%Solid
2021$370.923.71%Solid
2022$414.084.14%Solid
2023$477.784.78%Solid
2024$549.75.50%Solid
2026$167.481.67%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-5.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-20.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
38.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Accenture plc a high-risk investment?

Accenture plc (ACN.US) has an annualized volatility of 43.2% and experienced a maximum drawdown of 49.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ACN.US?

Over the past 10 years, ACN.US has generated a Compound Annual Growth Rate (CAGR) of 6.8%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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